+26.7%
Q vs TAP
-6.8%
+33.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | +0.2% | -2.3% | +2.6% | -0.4% |
| 30D | -11.1% | -2.1% | -9.0% | -11.4% |
| 3M | -22.1% | +6.6% | -28.7% | -20.6% |
| 6M | +0.5% | -11.5% | +12.0% | +0.7% |
| YTD | +47.8% | -10.3% | +58.1% | +47.8% |
| All | +26.7% | -6.8% | +33.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling